关于过度差分以及当Q=1时具有月度均值的季节性时间序列模型与具有(0,1,1)12季节性部分的模型等价性的注记

A Note on Overdifferencing and the Equivalence of Seasonal Time Series Models with Monthly Means and Models with (0,1,1) 12 Seasonal Parts When Q = 1

Journal of Business & Economic Statistics · 1987
被引 15
人大 AABS 4
时间序列分析计量经济学季节性调整统计学经济计量学